Factorization representations in the boundary crossing problems for random walks on a Markov chain.

Lotov, V.I., and Orlova, N.G.. "Factorization representations in the boundary crossing problems for random walks on a Markov chain.." Sibirskij Matematicheskij Zhurnal 46.4 (2005): 833-840. <http://eudml.org/doc/53251>.

@article{Lotov2005,
author = {Lotov, V.I., Orlova, N.G.},
journal = {Sibirskij Matematicheskij Zhurnal},
keywords = {Markov-modulated random walk; factorization representations; boundary crossing problems},
language = {eng},
number = {4},
pages = {833-840},
publisher = {Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki},
title = {Factorization representations in the boundary crossing problems for random walks on a Markov chain.},
url = {http://eudml.org/doc/53251},
volume = {46},
year = {2005},
}

TY - JOUR
AU - Lotov, V.I.
AU - Orlova, N.G.
TI - Factorization representations in the boundary crossing problems for random walks on a Markov chain.
JO - Sibirskij Matematicheskij Zhurnal
PY - 2005
PB - Sibirskoe Otdelenie Rossijskoj Akademii Nauk, Institut Matematiki Im. S. L. Soboleva SO RAN, Novosibirsk; Izdatel'stvo Instituta Matematiki
VL - 46
IS - 4
SP - 833
EP - 840
LA - eng
KW - Markov-modulated random walk; factorization representations; boundary crossing problems
UR - http://eudml.org/doc/53251
ER -